Implied Volatility (Calls) (30-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) had 30-Day Implied Volatility (Calls) of 0.5556 for 2026-07-07.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6401
Historical Volatility (Parkinson)	0.4165
Implied Volatility (Calls)	0.5556
Implied Volatility (Puts)	0.5489
Implied Volatility (Mean)	0.5523
Put-Call Implied Volatility Ratio	0.9880
Implied Volatility Skew	0.0235
Option Statistics
Put-Call Ratio (Volume)	1.6003
Put-Call Ratio (Open Interest)	2.3831